Measuring Fuzzy Foreign Exchange Rate Risk

Authors

  • Che Mohd Imran Che Taib
  • Abu Osman Md. Tap
  • Ahmad Fakharuddin Abd Rahman

DOI:

https://doi.org/10.11113/matematika.v25.n.265

Abstract

Foreign exchange rate factor give the big impact to the international firms because of the floating of Ringgit Malaysia currency influenced by the volatility of other foreign currencies. Malaysian firm equity return drop cause by devaluation of Ringgit Malaysia. This study suggested the fuzzy criterion to derive the risk measurement and estimates the exchange rate robustness implied by the comparison of exchange rate changes for twenty-four months. Keywords: Fuzzy criterion; fuzzy interval; foreign exchange risk; exchange rate robustness

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Published

01-12-2009

How to Cite

Che Taib, C. M. I., Md. Tap, A. O., & Abd Rahman, A. F. (2009). Measuring Fuzzy Foreign Exchange Rate Risk. MATEMATIKA, 25, 113–124. https://doi.org/10.11113/matematika.v25.n.265

Issue

Volume 25 (December 2009)

Section

Mathematics

License

Copyright of articles that appear in MATEMATIKA: MJIAM belongs exclusively to Penerbit UTM Press, Universiti Teknologi Malaysia. This copyright covers the rights to reproduce the article, including reprints, electronic reproductions or any other reproductions of similar nature.